The Primal Shadows are apparently revered by the cultists of The Temple of Shadows. It is well known that the original temple was destroyed during a ritual gone horrendously wrong. Upon acquisition of The Maelstrom, the details of what caused this event are brought to the light. The description reads:
"This longsword has been forged by the First Shadows themselves, beings far purer in their evil and their power than the ordinary shadows that haunt Albion. When the founders of the Temple of Shadows tried to summon one of these beings, they were unable to control it. Before it disappeared into its own dimension, it slaughtered every one of them for their insolence, and left its instrument of punishment behind as a warning to others."
Based upon this information, it would appear that these "First Shadows" are sentient, unimaginably powerful creatures from an alternate reality.